+171.4%
MCO vs AVTR
+1.1%
+170.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.7% |
| 7D | -3.1% | +1.6% | -4.7% | -3.6% |
| 30D | -0.5% | +8.4% | -8.9% | -3.0% |
| 3M | +5.7% | +50.2% | -44.5% | -7.6% |
| 6M | +3.0% | +82.6% | -79.5% | -15.9% |
| YTD | -6.5% | +29.8% | -36.3% | -15.4% |
| 1Y | -5.8% | +16.0% | -21.7% | -13.7% |
| 3Y | +43.1% | -26.4% | +69.6% | +45.7% |
| 5Y | +29.5% | -64.5% | +93.9% | +69.8% |
| All | +171.4% | +1.1% | +170.3% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AVTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling